+51.2%
JNJ vs DASH
-16.7%
+67.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.3% | -4.5% | +4.1% |
| 7D | +1.9% | +17.2% | -15.2% | +2.7% |
| 30D | +9.2% | +3.6% | +5.7% | +9.3% |
| 3M | +8.9% | -1.9% | +10.8% | +8.9% |
| 6M | +24.6% | +15.1% | +9.5% | +26.6% |
| YTD | +35.7% | -12.3% | +48.0% | +35.9% |
| 1Y | +51.2% | -17.2% | +68.4% | +51.3% |
| All | +51.2% | -16.7% | +67.9% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DASH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling